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JMLR
2010
185views more  JMLR 2010»
14 years 4 months ago
Multiple Kernel Learning on the Limit Order Book
Simple features constructed from order book data for the EURUSD currency pair were used to construct a set of kernels. These kernels were used both individually and simultaneously...
Tristan Fletcher, Zakria Hussain, John Shawe-Taylo...
80
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JMLR
2010
164views more  JMLR 2010»
14 years 4 months ago
Solving the Uncapacitated Facility Location Problem Using Message Passing Algorithms
The Uncapacitated Facility Location Problem (UFLP) is one of the most widely studied discrete location problems, whose applications arise in a variety of settings. We tackle the U...
Nevena Lazic, Brendan J. Frey, Parham Aarabi
JMLR
2010
133views more  JMLR 2010»
14 years 4 months ago
Exclusive Lasso for Multi-task Feature Selection
We propose a novel group regularization which we call exclusive lasso. Unlike the group lasso regularizer that assumes covarying variables in groups, the proposed exclusive lasso ...
Yang Zhou, Rong Jin, Steven C. H. Hoi
JMLR
2010
173views more  JMLR 2010»
14 years 4 months ago
Elliptical slice sampling
Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Mo...
Iain Murray, Ryan Prescott Adams, David J. C. MacK...
75
Voted
JMLR
2010
95views more  JMLR 2010»
14 years 4 months ago
Feature Extraction for Machine Learning: Logic-Probabilistic Approach
The paper analyzes peculiarities of preprocessing of learning data represented in object data bases constituted by multiple relational tables with ontology on top of it. Exactly s...
Vladimir Gorodetsky, Vladimir Samoilov